• Title of article

    Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models

  • Author/Authors

    Jurgen A. Doornik، نويسنده , , Marius Ooms، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    16
  • From page
    333
  • To page
    348
  • Keywords
    le likelihood , Modi , ed pro , Time-series regression model likelihood , Bias , Long memory , ARFIMA , Restricted maximum likelihoodestimator
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2003
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    307633

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307633